So you downloaded the program manager, right? Open that, find Abrosia in the program's list on the left hand side, click it, on the right hand side then click "install" at the bottom, and after its done installing click "run". Abrosia will open and you'll have a little pop up asking you to login to your neopets account, log into your neo account, close the little window and then you can hit "start" on Abrosia.